|
|
Author Index
A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z
Loic Chaumont, Universite Pierre et Marie Curie
- Volume 8, 2003 - Articles
Path transformations of first passage bridges
Abstract
Rafal Latala, Warsaw University
- Volume 13, 2008 - Articles
A Regeneration Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chains
Abstract
Giovanni Peccati, Universite Pierre et Marie Curie, France
- Volume 9, 2004 - Articles
Weak Convergence to Ocone Martingales: a Remark
Abstract
A
Robert J. Adler, Technion - Israel Institute of Technology
- Volume 11, 2006 - Articles
Global geometry under isotropic Brownian flows
Abstract
Aureli Alabert, Universitat Autňnoma de Barcelona
- Volume 11, 2006 - Articles
Linear stochastic differential-algebraic equations with constant coefficients
Abstract
Tom Alberts, New York University
- Volume 13, 2008 - Articles
Intersection probabilities for a chordal SLE path and a semicircle
Abstract
David J. Aldous, University of California, Berkeley
- Volume 6, 2001 - Articles
How to Combine Fast Heuristic Markov Chain Monte Carlo with Slow Exact Sampling
Abstract
- Volume 3, 1998 - Articles
Brownian Excursion Conditioned on Its Local Time
Abstract
Larbi Alili, ETH Zurich
- Volume 7, 2002 - Articles
Canonical Decompositions of Certain Generalized Brownian Bridges
Abstract
Roland Alkemper, Johannes-Gutenberg Universität Mainz, Germany
- Volume 12, 2007 - Articles
GRAPHICAL REPRESENTATION OF SOME DUALITY RELATIONS IN STOCHASTIC POPULATION MODELS
Abstract
Jenny Andersson, Chalmers University of Technology
- Volume 11, 2006 - Articles
The volume fraction of a non--overlapping germ--grain model
Abstract
Kyprianou Andreas, University of Bath
- Volume 13, 2008 - Articles
On the parabolic generator of a general one-dimensional Lévy process
Abstract
Peter Andrew, University of Utrecht
- Volume 11, 2006 - Articles
A Proof from `First Principles' of Kesten's Result for the Probabilities with which a Subordinator Hits Points.
Abstract
Christophe Andrieu, University of Bristol
- Volume 12, 2007 - Articles
On the efficiency of adaptive MCMC algorithms
Abstract
Omer Angel, University of British Columbia, Canada
- Volume 10, 2005 - Articles
The Jammed Phase of the Biham-Middleton-Levine Traffic Model
Abstract
- Volume 8, 2003 - Articles
Random Walks that Avoid Their Past Convex Hull
Abstract
- Volume 5, 2000 - Articles
A Large Wiener Sausage from Crumbs.
Abstract
John A. D. Appleby, Dublin City University
- Volume 9, 2004 - Articles
Oscillation and Non-oscillation in Solutions of Nonlinear Stochastic Delay Differential Equations
Abstract
- Volume 7, 2002 - Articles
Almost Sure Stability of Linear Ito-Volterra Equations with Damped Stochastic Perturbations
Abstract
Miguel A. Arcones, University of Texas
- Volume 3, 1998 - Articles
The Law of Large Numbers for U-statistics Under Absolute Regularity
Abstract
Louis-Pierre Arguin, Princeton University
- Volume 12, 2007 - Articles
A dynamical characterization of Poisson-Dirichlet distributions
Abstract
Rami Atar, Technion - Israel Institute of Technology
- Volume 7, 2002 - Articles
On Nodal Lines of Neumann Eigenfunctions
Abstract
- Volume 6, 2001 - Articles
Ballistic Deposition on a Planar Strip
Abstract
Yves Atchade, University of Michigan
- Volume 12, 2007 - Articles
On the efficiency of adaptive MCMC algorithms
Abstract
Siva Athreya, University of British Columbia
- Volume 6, 2001 - Articles
Ballistic Deposition on a Planar Strip
Abstract
B
Khaled Bahlali, CNRS Luminy
- Volume 7, 2002 - Articles
Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient
Abstract
Dominique Bakry, LSP, Univ. toulouse 3
- Volume 13, 2008 - Articles
A simple proof of the Poincaré inequality for a large class of probability measures
Abstract
Raluca Balan, University of Ottawa, Canada
- Volume 11, 2006 - Articles
Strong Approximation for Mixing Sequences with Infinite Variance
Abstract
Paolo Baldi, Universita i Roma
- Volume 12, 2007 - Articles
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
Abstract
Antar Bandyopadhyay, University of California, Berkeley
- Volume 6, 2001 - Articles
How to Combine Fast Heuristic Markov Chain Monte Carlo with Slow Exact Sampling
Abstract
David Barbato, Università di Pisa, Italy
- Volume 10, 2005 - Articles
FKG Inequality for Brownian Motion and Stochastic Differential Equations
Abstract
Martin Barlow, University of British Columbia
- Volume 5, 2000 - Articles
Variably Skewed Brownian Motion
Abstract
- Volume 2, 1997 - Articles
Positivity of Brownian Transition Densities
Abstract
Franck Barthe, LSP, Univ. toulouse 3
- Volume 13, 2008 - Articles
A simple proof of the Poincaré inequality for a large class of probability measures
Abstract
Yuliy Baryshnikov, University of Osnabrueck
- Volume 3, 1998 - Articles
Wiener Soccer and Its Generalization
Abstract
Richard F. Bass, University of Washington
- Volume 2, 1997 - Articles
Positivity of Brownian Transition Densities
Abstract
Fabrice Baudoin, Université Paris 6 et Paris 7
- Volume 7, 2002 - Articles
Further Exponential Generalization of Pitman's 2M-X Theorem
Abstract
Witold Bednorz, Warsaw University
- Volume 13, 2008 - Articles
A Regeneration Proof of the Central Limit Theorem for Uniformly Ergodic Markov Chains
Abstract
Itai Benjamini, Weizmann Institute of Science
- Volume 8, 2003 - Articles
Random Walks that Avoid Their Past Convex Hull
Abstract
- Volume 8, 2003 - Articles
Excited Random Walk
Abstract
- Volume 5, 2000 - Articles
A Large Wiener Sausage from Crumbs.
Abstract
- Volume 1, 1996 - Articles
Percolation Beyond Z^d, Many Questions And a Few Answers
Abstract
Jean Berard, Université de Lyon
- Volume 12, 2007 - Articles
Central Limit Theorem For The Excited Random Walk In Dimension d≥2
Abstract
Jean Bertoin, Universite Pierre et Marie Curie
- Volume 8, 2003 - Articles
Path transformations of first passage bridges
Abstract
- Volume 6, 2001 - Articles
On Subordinators, Self-Similar Markov Processes and Some Factorizations of the Exponential Variable
Abstract
- Volume 5, 2000 - Articles
The Convex Minorant of the Cauchy Process
Abstract
- Volume 4, 1999 - Articles
Construction of a Brownian Path With a Given Minimum
Abstract
J. D. Biggins, The University of Sheffield, UK
- Volume 9, 2004 - Articles
Large Deviations for Mixtures
Abstract
Matthias Birkner, Weierstrass Institute for Applied Analysis and Stochastics, Germany
- Volume 9, 2004 - Articles
A Condition for Weak Disorder for Directed Polymers in Random Environment
Abstract
Sergey G Bobkov, University of Minnesota
- Volume 13, 2008 - Articles
A note on the distributions of the maximum of linear Bernoulli processes
Abstract
Thierry Bodineau, Université Pierre et Marie Curie, France
- Volume 10, 2005 - Articles
A Universality Property for Last-Passage Percolation Paths Close to the Axis
Abstract
Daniel Boivin, Université de Bretagne Sud
- Volume 7, 2002 - Articles
Geodesics and Recurrence of Random Walks in Disordered Systems
Abstract
Konstantin Borovkov, University of Melbourne
- Volume 6, 2001 - Articles
Kendall's identity for the first crossing time revisited
Abstract
Arup Bose, Indian Statistical Institute
- Volume 12, 2007 - Articles
Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices
Abstract
- Volume 12, 2007 - Articles
On asymptotic properties of the rank of a special random adjacency matrix
Abstract
Thomas R Boucher, Plymouth State University
- Volume 12, 2007 - Articles
Asymptotic variance of functionals of discrete-time Markov chains via the Drazin inverse.
Abstract
Brahim Boufoussi, Department of Mathematics, Cadi Ayyad University FSSM
- Volume 8, 2003 - Articles
On a SDE driven by a fractional Brownian motion and with monotone drift
Abstract
Paul Bourgade, LPMA, Paris 6
- Volume 12, 2007 - Articles
Euler's formulae for ζ(2n) and products of Cauchy variables
Abstract
Philippe Briand, Université Rennes 1
- Volume 6, 2001 - Articles
Donsker-Type Theorem for BSDEs
Abstract
- Volume 5, 2000 - Articles
A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
Abstract
Wlodek Bryc, University of Cincinnati
- Volume 12, 2007 - Articles
Asymptotic results for empirical measures of weighted sums of independent random variables
Abstract
Chris Burdzy, University of Washington
- Volume 11, 2006 - Articles
Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains
Abstract
- Volume 9, 2004 - Articles
A Gaussian Oscillator
Abstract
Krzysztof Burdzy, University of Washington
- Volume 7, 2002 - Articles
On Nodal Lines of Neumann Eigenfunctions
Abstract
- Volume 5, 2000 - Articles
Variably Skewed Brownian Motion
Abstract
- Volume 3, 1998 - Articles
Weak Convergence of Reflected Brownian Motions
Abstract
- Volume 2, 1997 - Articles
Positivity of Brownian Transition Densities
Abstract
Zaeem Burq, University of Melbourne
- Volume 6, 2001 - Articles
Kendall's identity for the first crossing time revisited
Abstract
C
Francesco Caravenna, Università di Milano-Bicocca, Italy
- Volume 10, 2005 - Articles
On Constrained Annealed Bounds for Pinning and Wetting Models
Abstract
Niclas Carlsson, Abo Akademi University, Finland
- Volume 10, 2005 - Articles
Some Notes on Topological Recurrence
Abstract
Philippe Carmona, Université Paul Sabatier
- Volume 3, 1998 - Articles
Fractional Brownian Motion and the Markov Property
Abstract
Rene Carmona, Princeton University
- Volume 2, 1997 - Articles
Surface Stretching for Ornstein Uhlenbeck Velocity Fields
Abstract
Patrick Cattiaux, LSP, Univ. toulouse 3
- Volume 13, 2008 - Articles
A simple proof of the Poincaré inequality for a large class of probability measures
Abstract
Pedro José Catuogno, Universidade Estadual de Campinas, Brazil
- Volume 10, 2005 - Articles
Geometry of Stochastic Delay Differential Equations
Abstract
Philippe Chassaing, Institut Elie Cartan
- Volume 9, 2004 - Articles
The Center of Mass of the ISE and the Wiener Index of Trees
Abstract
Juan Ruiz de Chavez, UAM-I
- Volume 4, 1999 - Articles
Construction of a Brownian Path With a Given Minimum
Abstract
Zhen-Qing Chen, University of Washington, USA
- Volume 10, 2005 - Articles
When Does a Randomly Weighted Self-normalized Sum Converge in Distribution?
Abstract
- Volume 10, 2005 - Articles
Acknowledgment of Priority: When Does a Randomly Weighted Self-normalized Sum Converge in Distribution? (Elect. Comm. in Probab. 10 (2005), 70--81)
Abstract
- Volume 10, 2005 - Articles
Editorial Board for Volume 10 (2005)
Abstract
- Volume 3, 1998 - Articles
Weak Convergence of Reflected Brownian Motions
Abstract
Pavel Chigansky, The Weizmann Institute of Science
- Volume 11, 2006 - Articles
On a role of predictor in the filtering stability
Abstract
Sergei Chobanyan, Georgian Academy of Sciences, Georgia
- Volume 10, 2005 - Articles
Strong Law of Large Numbers Under a General Moment Condition
Abstract
Henri Comman, University of Santiago de Chile
- Volume 13, 2008 - Articles
Stone-Weierstrass type theorems for large deviations
Abstract
Joseph G. Conlon, University of Michigan
- Volume 10, 2005 - Articles
On Homogenization of Non-Divergence Form Partial Difference Equations
Abstract
François Coquet, Université Rennes 1
- Volume 5, 2000 - Articles
A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
Abstract
Laure Coutin, Université Paul Sabatier
- Volume 3, 1998 - Articles
Fractional Brownian Motion and the Markov Property
Abstract
Michael Cranston, University of California at Irvine
- Volume 4, 1999 - Articles
Linear Expansion of Isotropic Brownian Flows
Abstract
Endre Csáki, Hungarian Academy of Sciences
- Volume 9, 2004 - Articles
Invariance Principles for Ranked Excursion Lengths and Heights
Abstract
- Volume 4, 1999 - Articles
Capacity Estimates, Boundary Crossings and the Ornstein-Uhlenbeck Process in Wiener Space
Abstract
D
Sébastien Darses, Boston University
- Volume 12, 2007 - Articles
Dynamical properties and characterization of gradient drift diffusions
Abstract
Amites Dasgupta, Indian Statistical Institute
- Volume 12, 2007 - Articles
Maxima of the cells of an equiprobable multinomial
Abstract
Arnaud de La Fortelle, Mines Paris
- Volume 11, 2006 - Articles
Yule process sample path asymptotics
Abstract
Bernardo Nunes Borge de Lima, UFMG, Belo Horizonte
- Volume 9, 2004 - Articles
On Long Range Percolation with Heavy Tails
Abstract
Dante DeBlassie, Texas A&M University
- Volume 12, 2007 - Articles
The Chance of a Long Lifetime for Brownian Motion in a Horn-Shaped Domain
Abstract
Arnaud Debussche, IRMAR, ENS Cachan Bretagne, CNRS, UEB
- Volume 12, 2007 - Articles
A modified Kardar--Parisi--Zhang model
Abstract
Maria Deijfen, Stockholm University
- Volume 11, 2006 - Articles
Stationary random graphs on Z with prescribed iid degrees and finite mean connections
Abstract
Bernard Delyon, Université Rennes 1
- Volume 6, 2001 - Articles
Donsker-Type Theorem for BSDEs
Abstract
Amir Dembo, Stanford University
- Volume 1, 1996 - Articles
Moderate Deviations for Martingales with Bounded Jumps
Abstract
- Volume 1, 1996 - Articles
Transportation Approach to Some Concentration Inequalities in Product Spaces
Abstract
Jean-Marc Derrien, Université de Bretagne Sud
- Volume 7, 2002 - Articles
Geodesics and Recurrence of Random Walks in Disordered Systems
Abstract
Luc Devroye, McGill University
- Volume 10, 2005 - Articles
A Limit Law for the Root Value of Minimax Trees
Abstract
- Volume 5, 2000 - Articles
Perfect Simulation from the Quicksort Limit Distribution
Abstract
Julien Dubédat, Université Paris-Sud
- Volume 8, 2003 - Articles
SLE and Triangles
Abstract
Maximilian Duerre
- Volume 11, 2006 - Articles
Uniqueness of multi-dimensional infinite volume self-organized critical forest-fire models
Abstract
Frédérique Duheille-Bienvenue, Université Claude Bernard - Lyon 1
- Volume 8, 2003 - Articles
Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk
Abstract
E
Steven N. Evans, University of California at Berkeley
- Volume 11, 2006 - Articles
The expected number of zeros of a random system of p-adic polynomials
Abstract
- Volume 4, 1999 - Articles
Identifiability of Exchangeable Sequences with Identically Distributed Partial Sums
Abstract
- Volume 3, 1998 - Articles
Eventual Intersection for Sequences of Lévy Processes
Abstract
F
Franco Fagnola, Università di Genova
- Volume 5, 2000 - Articles
Mild Solutions of Quantum Stochastic Differential Equations
Abstract
Chad Fargason, Duke University
- Volume 3, 1998 - Articles
Percolation Dimension of Brownian Motion in R^3
Abstract
Shui Feng, McMaster University
- Volume 7, 2002 - Articles
Large Deviations and Quasi-Potential of a Fleming-Viot Process
Abstract
Lisandro J Fermín, Universite Paris-Sud and Universidad Central de Venezuela
- Volume 11, 2006 - Articles
Disaggregation of Long Memory Processes on $mathcal{C}^{infty}$ Class
Abstract
D. Feyel, Université Evry
- Volume 13, 2008 - Articles
A non-commutative sewing lemma
Abstract
Raul Fierro, Universidad Catolica de Valparaiso
- Volume 13, 2008 - Articles
A stochastic scheme of approximation for ordinary differential equations
Abstract
James Allen Fill, The Johns Hopkins University
- Volume 5, 2000 - Articles
A Characterization of the Set of Fixed Points of the Quicksort Transformation
Abstract
- Volume 5, 2000 - Articles
Perfect Simulation from the Quicksort Limit Distribution
Abstract
P. J. Fitzsimmons, University of California, San Diego
- Volume 5, 2000 - Articles
Strict Fine Maxima
Abstract
Patrick J Fitzsimmons, UC San Diego
- Volume 11, 2006 - Articles
On the Existence of Recurrent Extensions of Self-similar Markov Processes
Abstract
Markus Flury, Universität
- Volume 13, 2008 - Articles
A note on the ballistic limit of random motion in a random potential
Abstract
Sacha Friedli, IMPA, Rio de Janeiro
- Volume 9, 2004 - Articles
On Long Range Percolation with Heavy Tails
Abstract
Takahiko Fujita, Graduate School of Commerce and management, Hitotsubashi University
- Volume 12, 2007 - Articles
Euler's formulae for ζ(2n) and products of Cauchy variables
Abstract
Tadahisa Funaki, Graduate School of Mathematical Sciences, The University of Tokyo
- Volume 12, 2007 - Articles
Dichotomy in a scaling limit under Wiener measure with density
Abstract
G
Onno van Gaans, Leiden University
- Volume 11, 2006 - Articles
Invariant measures for stochastic Cauchy problems with asymptotically unstable drift semigroup
Abstract
Fuchang Gao, University of Idaho
- Volume 8, 2003 - Articles
The Mean of a Maximum Likelihood Estimator Associated with the Brownian Bridge
Abstract
Fuchang Gao, University of Idaho
- Volume 13, 2008 - Articles
Entropy Estimate for k-Monotone Functions via Small Ball Probability of Integrated Brownian Motions
Abstract
Giambattista Giacomin, Universitè Paris 7 and Laboratoire de Probabilités et Modèles Aléatoires C.N.R.S.
- Volume 10, 2005 - Articles
On Constrained Annealed Bounds for Pinning and Wetting Models
Abstract
- Volume 6, 2001 - Articles
On Recurrent and Transient Sets of Inhomogeneous Symmetric Random Walks
Abstract
PAGES Gilles, Univ. Paris 6
- Volume 13, 2008 - Articles
Moment estimates for Lévy Processes
Abstract
Evarist Giné, University of Connecticut, USA
- Volume 9, 2004 - Articles
Multivariate Student $t$-Statisti
Abstract
Alexander Gnedin, Utrecht University
- Volume 13, 2008 - Articles
Corners and Records of the Poisson Process in Quadrant
Abstract
Emmanuel Gobet, Centre de Mathématiques Appliquées
- Volume 8, 2003 - Articles
Computation of Greeks for Barrier and Lookback Options Using Malliavin Calculus
Abstract
Christina A Goldschmidt, Department of Statistics, University of Oxford
- Volume 13, 2008 - Articles
Fragmenting random permutations
Abstract
Nathael Gozlan
- Volume 11, 2006 - Articles
Integral criteria for transportation cost inequalities
Abstract
Philip S. Griffin, Syracuse University
- Volume 7, 2002 - Articles
Tightness of the Student t-Statistic
Abstract
Stanislav Grishin, Princeton University
- Volume 2, 1997 - Articles
Surface Stretching for Ornstein Uhlenbeck Velocity Fields
Abstract
Arnaud GUILLIN, LATP, Univ. Aix-Marseille 1
- Volume 13, 2008 - Articles
A simple proof of the Poincaré inequality for a large class of probability measures
Abstract
Nadine Guillotin, Université Claude Bernard - Lyon 1
- Volume 4, 1999 - Articles
Edge Occupation Measure for a Reversible Markov Chain
Abstract
Nadine Guillotin-Plantard, Université Claude Bernard - Lyon 1
- Volume 8, 2003 - Articles
Central Limit Theorems for the Products of Random Matrices Sampled by a Random Walk
Abstract
Nadine Guillotin-Plantard, Université Lyon 1
- Volume 13, 2008 - Articles
A functional limit theorem for a 2d-random walk with dependent marginals
Abstract
Herve Guiol, IMA-EPFL
- Volume 8, 2003 - Articles
Microscopic structure of a decreasing shock for the asymmetric $k$-step exclusion process
Abstract
Alice Guionnet, Ecole Normale Superieure
- Volume 5, 2000 - Articles
Concentration of the Spectral Measure for Large Matrices
Abstract
Friedrich Götze, Universitat Bielefeld
- Volume 9, 2004 - Articles
Multivariate Student $t$-Statisti
Abstract
H
Olle Häggström, Chalmers University of Technology and Goteborg University
- Volume 7, 2002 - Articles
A Monotonicity Result for Hard-core and Widom-Rowlinson Models on Certain d-dimensional Lattices
Abstract
Olle Haggstrom, Chalmers University of Technology
- Volume 12, 2007 - Articles
On Variance Conditions for Markov Chain CLTs
Abstract
B. M. Hambly, University of Oxford
- Volume 6, 2001 - Articles
Pitman's 2M-X Theorem for Skip-Free Random Walks with Markovian Increments
Abstract
Alan Hammond, U.C. Berkeley, USA
- Volume 10, 2005 - Articles
Critical Exponents in Percolation via Lattice Animals
Abstract
Kenji Handa, Saga University
- Volume 10, 2005 - Articles
Sampling Formulae for Symmetric Selection
Abstract
- Volume 4, 1999 - Articles
A Lower Bound for Time Correlation of Lattice Gases
Abstract
Keisuke Hara
- Volume 9, 2004 - Articles
Finite dimensional determinants as characteristic functions of quadratic Wiener functionals
Abstract
LUSCHGY Harald, Univ. Trier
- Volume 13, 2008 - Articles
Moment estimates for Lévy Processes
Abstract
John W Harris, University of Bristol
- Volume 12, 2007 - Articles
Survival probabilities for branching Brownian motion with absorption
Abstract
Simon C Harris, University of Bath
- Volume 12, 2007 - Articles
Survival probabilities for branching Brownian motion with absorption
Abstract
Enkelejd Hashorva, University of Bern, Switzerland
- Volume 10, 2005 - Articles
Boundary Crossings of Brownian Motion
Abstract
Martin V. Hildebrand, University at Albany, SUNY
- Volume 11, 2006 - Articles
On the Chung-Diaconis-Graham random process
Abstract
Tim Hobson, University of Warwick, UK
- Volume 10, 2005 - Articles
On the Duality between Coalescing Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise
Abstract
Katrin Hofmann-Credner, Ruhr University Bochum
- Volume 13, 2008 - Articles
Wigner theorems for random matrices with dependent entries: Ensembles associated to symmetric spaces and sample covariance matrices
Abstract
Mark P Holmes, University of Auckland
- Volume 13, 2008 - Articles
An extension of the inductive approach to the lace expansion
Abstract
Alexander E. Holroyd, University of California, Berkeley
- Volume 8, 2003 - Articles
Trees and Matchings from Point Processes
Abstract
Gerard Hooghiemstra, Technical University Delft
- Volume 4, 1999 - Articles
On the Occupation Time of Brownian Excursion
Abstract
Elton P. Hsu, Northwestern University
- Volume 2, 1997 - Articles
Martingale Representation and a Simple Proof of Logarithmic Sobolev Inequalities on Path Spaces
Abstract
Ying Hu, Université Rennes 1
- Volume 5, 2000 - Articles
A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
Abstract
Yueyun Hu, Universite Paris VI
- Volume 9, 2004 - Articles
Invariance Principles for Ranked Excursion Lengths and Heights
Abstract
Wei Huang
- Volume 12, 2007 - Articles
A note on the invariance principle of the product of sums of random variables
Abstract
Wilfried Huss, Graz University of Technology
- Volume 13, 2008 - Articles
Internal Diffusion-Limited Aggregation on non-amenable graphs
Abstract
Martin Hutzenthaler, Universität Frankfurt, Germany
- Volume 12, 2007 - Articles
GRAPHICAL REPRESENTATION OF SOME DUALITY RELATIONS IN STOCHASTIC POPULATION MODELS
Abstract
Olle Häggström, Mathematical Sciences, Chalmers University of Technology
- Volume 11, 2006 - Articles
The volume fraction of a non--overlapping germ--grain model
Abstract
I
Alex Iksanov, National Taras Shevchenko University of Kiev
- Volume 12, 2007 - Articles
A probabilistic proof of a weak limit law for the number of cuts needed to isolate the root of a random recursive tree
Abstract
Jacques Istas, Université Pierre Mendčs-France
- Volume 11, 2006 - Articles
On Fractional Fields indexed by Metric Spaces
Abstract
- Volume 10, 2005 - Articles
Spherical and Hyperbolic Fractional Brownian Motion
Abstract
J
Antal A J&aacure;rai, Carleton University, Canada
- Volume 9, 2004 - Articles
A Bound for the Distribution of the Hitting Time of Arbitrary Sets by Random Walk
Abstract
Svante Janson, Uppsala University
- Volume 9, 2004 - Articles
The Center of Mass of the ISE and the Wiener Index of Trees
Abstract
- Volume 5, 2000 - Articles
A Characterization of the Set of Fixed Points of the Quicksort Transformation
Abstract
Kalvis M. Jansons, University College London
- Volume 2, 1997 - Articles
The Distribution of Time Spent by a Standard Excursion Above a Given Level, with Applications to Ring Polymers near a Discontinuity in Potential
Abstract
- Volume 1, 1996 - Articles
Excursions Into a New Duality Relation for Diffusion Processes
Abstract
Antal A. Jarai, Carleton University
- Volume 12, 2007 - Articles
The size of a pond in 2D invasion percolation
Abstract
Le Gall Jean-Francois, Ecole normale superieure de Paris
- Volume 11, 2006 - Articles
On the occupation measure of super-Brownian motion
Abstract
Johan Jonasson, Chalmers University of Technology
- Volume 11, 2006 - Articles
Stationary random graphs on Z with prescribed iid degrees and finite mean connections
Abstract
- Volume 9, 2004 - Articles
On the optimal strategy in a random game
Abstract
- Volume 5, 2000 - Articles
On the Cover Time of Planar Graphs
Abstract
Céline Jost, University of Helsinki
- Volume 12, 2007 - Articles
A note on ergodic transformations of self-similar Volterra Gaussian processes
Abstract
K
Wolfgang König, BRIMS, HP Labs
- Volume 6, 2001 - Articles
Eigenvalues of the Laguerre Process as Non-Colliding Squared Bessel Processes
Abstract
Zakhar Kabluchko, Goettingen University
- Volume 13, 2008 - Articles
Exact Convergence Rate for the Maximum of Standardized Gaussian Increments
Abstract
Jeff Kahn, Rutgers University, USA
- Volume 8, 2003 - Articles
Inequality of Two Critical Probabilities for Percolation
Abstract
Ingemar Kaj, Uppsala University
- Volume 2, 1997 - Articles
Superprocess Approximation For a Spatially Homogeneous Branching Walk
Abstract
Min Kang, Northwestern University
- Volume 6, 2001 - Articles
Ballistic Deposition on a Planar Strip
Abstract
Vladislav Kargin, Courant Institute of Mathematical Sciences
- Volume 13, 2008 - Articles
On Asymptotic Growth of the Support of Free Multiplicative Convolutions
Abstract
- Volume 12, 2007 - Articles
A Proof of a Non-Commutative Central Limit Theorem by the Lindeberg Method
Abstract
Haya Kaspi, Technion Institute
- Volume 5, 2000 - Articles
Variably Skewed Brownian Motion
Abstract
Makoto Katori, Chuo university
- Volume 8, 2003 - Articles
Noncolliding Brownian motions and Harish-Chandra formula
Abstract
Conall Kelly, Dublin City University, Dublin, Ireland
- Volume 9, 2004 - Articles
Oscillation and Non-oscillation in Solutions of Nonlinear Stochastic Delay Differential Equations
Abstract
Wilfrid S. Kendall, University of Warwick
- Volume 9, 2004 - Articles
Geometric Ergodicity and Perfect Simulation
Abstract
David Kessler, Bar-Ilan University
- Volume 7, 2002 - Articles
Inclusion-Exclusion Redux
Abstract
Harry Kesten, Cornell University
- Volume 9, 2004 - Articles
A Bound for the Distribution of the Hitting Time of Arbitrary Sets by Random Walk
Abstract
Harry Kesten, Cornell University
- Volume 1, 1996 - Articles
On the Non-Convexity of the Time Constant in First-Passage Percolation
Abstract
Tämur Ali Khan, Johann Wolfgang Goethe Universität, Germany
- Volume 10, 2005 - Articles
A Limit Law for the Root Value of Minimax Trees
Abstract
Davar Khoshnevisan, University of Utah
- Volume 11, 2006 - Articles
A note on a.s. finiteness of perpetual integral functionals of difusions
Abstract
- Volume 10, 2005 - Articles
An Extreme-Value Analysis of the LIL for Brownian Motion
Abstract
- Volume 4, 1999 - Articles
Capacity Estimates, Boundary Crossings and the Ornstein-Uhlenbeck Process in Wiener Space
Abstract
Rüdiger Kiesel, University of London
- Volume 2, 1997 - Articles
Strong Laws and Summability for Sequences of $phi$-Mixing Random Variables in Banach Spaces
Abstract
Fima Klebaner, University Melbourne
- Volume 7, 2002 - Articles
Option Price When the Stock is a Semimartingale
Abstract
Arturo Kohatsu-Higa, Universitat Pompeu Fabra
- Volume 8, 2003 - Articles
Computation of Greeks for Barrier and Lookback Options Using Malliavin Calculus
Abstract
Vladimir Koltchinskii, The University of New Mexico
- Volume 8, 2003 - Articles
A note on the richness of convex hulls of VC classes
Abstract
Hitoshi Kondo, Department of Mathematics, Keio University
- Volume 11, 2006 - Articles
Some properties of exponential integrals of Levy processes and examples
Abstract
George Kordzakhia, University of California at Berkeley, USA
- Volume 10, 2005 - Articles
The Escape Model on a Homogeneous Tree
Abstract
Yevgeniy Kovchegov, UCLA Mathematics Department, USA
- Volume 8, 2003 - Articles
Linear Speed Large Deviations for Percolation Clusters
Abstract
Michael J Kozdron, University of Regina
- Volume 13, 2008 - Articles
Intersection probabilities for a chordal SLE path and a semicircle
Abstract
Marina Kozlova, Abo Akademi University, Finland
- Volume 10, 2005 - Articles
A Note on Occupation Times of Stationary Processes
Abstract
Gady Kozma, The Weizmann Institute of Science
- Volume 11, 2006 - Articles
Random walks with k-wise independent increments
Abstract
Maxim Krikun, IECN, Universite Nancy 1
- Volume 12, 2007 - Articles
Connected allocation to Poisson points in R2
Abstract
Manjunath R Krishnapur, University of California, Berkeley
- Volume 9, 2004 - Articles
Recurrent Graphs where Two Independent Random Walks Collide Finitely Often
Abstract
Christof Kuelske, University of Groningen
- Volume 11, 2006 - Articles
A simple fluctuation lower bound for a disordered massless random continuous spin model in d=2
Abstract
Kazumasa Kuwada, Ochanomizu University
- Volume 12, 2007 - Articles
A counterexample for the optimality of Kendall-Cranston coupling
Abstract
Sergei E. Kuznetsov, University of Colorado at Boulder
- Volume 5, 2000 - Articles
On Uniqueness of a Solution of Lu=u^a with Given Trace
Abstract
S. Kwapien, Warsaw University
- Volume 1, 1996 - Articles
A Proof of a Conjecture of Bobkov and Houdré
Abstract
Andreas Eou Kyprianou, Heriot-Watt University
- Volume 10, 2005 - Articles
On the Novikov-Shiryaev Optimal Stopping Problems in Continuous Time
Abstract
Holger Kösters, University of Bielefeld
- Volume 13, 2008 - Articles
On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix
Abstract
L
Céline Labart, INRIA Paris Rocquencourt
- Volume 13, 2008 - Articles
Sharp estimates for the convergence of the density of the Euler scheme in small time
Abstract
Andreas Nordvall Lagerĺs, Department of Mathematics, Stockholm University
- Volume 12, 2007 - Articles
A population model for Λ-coalescents with neutral mutations
Abstract
Steven P. Lalley, Department of Statistics, University of Chicago
- Volume 8, 2003 - Articles
Strict Convexity of the Limit Shape in First-Passage Percolation
Abstract
Rafal Latala, University of Warsaw
- Volume 13, 2008 - Articles
On the boundedness of Bernoulli processes over thin sets
Abstract
Stephan Lawi, .
- Volume 13, 2008 - Articles
Hermite and Laguerre polynomials and matrix-valued stochastic
Abstract
Gregory F. Lawler, Duke University
- Volume 3, 1998 - Articles
Loop-Erased Walks Intersect Infinitely Often in Four Dimensions
Abstract
- Volume 1, 1996 - Articles
The Dimension of the Frontier of Planar Brownian Motion
Abstract
Arnaud Le Ny, Université Paris Sud
- Volume 13, 2008 - Articles
A functional limit theorem for a 2d-random walk with dependent marginals
Abstract
Thanh Le Van, Department of Mathematics
- Volume 12, 2007 - Articles
On the strong law of large numbers for d-dimensional arrays of random variables
Abstract
Michel Ledoux, Universite Paul-Sabatier
- Volume 2, 1997 - Articles
Martingale Representation and a Simple Proof of Logarithmic Sobolev Inequalities on Path Spaces
Abstract
Christoph Leuenberger
- Volume 13, 2008 - Articles
Explicit Bounds for the Approximation Error in Benford's Law
Abstract
Shlomo Levental, Michigan State University, USA
- Volume 10, 2005 - Articles
Strong Law of Large Numbers Under a General Moment Condition
Abstract
David A. Levin, University of Oregon, USA
- Volume 10, 2005 - Articles
An Extreme-Value Analysis of the LIL for Brownian Motion
Abstract
Thomas M. Lewis, Furman University
- Volume 4, 1999 - Articles
Correlation Measures
Abstract
Wenbo V. Li, University of Delaware
- Volume 4, 1999 - Articles
A Gaussian Correlation Inequality and its Applications to Small Ball Probabilities
Abstract
Zenghu Li, Beijing Normal University
- Volume 4, 1999 - Articles
A Reversibility Problem for Fleming-Viot Processes
Abstract
Ming Liao, Auburn University, USA
- Volume 10, 2005 - Articles
Motion of a Rigid Body under Random Perturbation
Abstract
Vlada Limic, Cornell University
- Volume 5, 2000 - Articles
On the Behavior of LIFO Preemptive Resume Queues in Heavy Traffic
Abstract
Zheng-Yan Lin, Zhejiang University
- Volume 12, 2007 - Articles
Some LIL type results on the partial sums and trimmed sums with multidimensional indices
Abstract
Torgny Lindvall, Chalmers and GU
- Volume 4, 1999 - Articles
On Strassen's Theorem on Stochastic Domination
Abstract
Robert Liptser, Tel Aviv University
- Volume 11, 2006 - Articles
On a role of predictor in the filtering stability
Abstract
Wei-Dong Liu, Zhejiang University
- Volume 12, 2007 - Articles
Some LIL type results on the partial sums and trimmed sums with multidimensional indices
Abstract
Jaime A. Londono, Universidad EAFIT
- Volume 9, 2004 - Articles
State Tameness: A New Approach for Credit Constrains
Abstract
Pierre-Yves Louis, Technische Universitat Berlin
- Volume 9, 2004 - Articles
Ergodicity of PCA: Equivalence between Spatial and Temporal Mixing Conditions
Abstract
Gàbor Lugosi, Pompeu Fabra University, Spain
- Volume 8, 2003 - Articles
A note on the richness of convex hulls of VC classes
Abstract
Dümbgen Lutz
- Volume 13, 2008 - Articles
Explicit Bounds for the Approximation Error in Benford's Law
Abstract
M
Jean Mémin, Université Rennes 1
- Volume 6, 2001 - Articles
Donsker-Type Theorem for BSDEs
Abstract
- Volume 5, 2000 - Articles
A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
Abstract
Jan Maas, TU Delft
- Volume 13, 2008 - Articles
A Clark-Ocone formula in UMD Banach spaces
Abstract
Motoya Machida, Tennessee Technological University
- Volume 7, 2002 - Articles
Fill's Algorithm for Absolutely Continuous Stochastically Monotone Kernels
Abstract
Mokshay M Madiman, Yale University
- Volume 11, 2006 - Articles
Measure Concentration for Compound Poisson Distributions
Abstract
Makoto Maejima, Keio University
- Volume 11, 2006 - Articles
Some properties of exponential integrals of Levy processes and examples
Abstract
Peter Major, Alfred Renyi Mathematical Institute of the Hungarian Academy of Sciences
- Volume 11, 2006 - Articles
A multivariate version of Hoeffding's inequality
Abstract
Oleg V Makhnin, New Mexico Tech
- Volume 13, 2008 - Articles
Filtering and parameter estimation for a jump stochastic process with discrete observations
Abstract
Avi Mandelbaum, Technion Institute
- Volume 5, 2000 - Articles
Variably Skewed Brownian Motion
Abstract
Martynas Manstavicius, University of Connecticut, USA
- Volume 10, 2005 - Articles
A Non-Markovian Process with Unbounded p-Variation
Abstract
Philippe Marchal, Université Paris 6
- Volume 10, 2005 - Articles
Measure Concentration for Stable Laws with Index Close to 2
Abstract
- Volume 5, 2000 - Articles
Loop-Erased Random Walks, Spanning Trees and Hamiltonian Cycles
Abstract
- Volume 3, 1998 - Articles
The Best Bounds in a Theorem of Russell Lyons
Abstract
Michael B. Marcus, The City College of CUNY
- Volume 13, 2008 - Articles
Infinite Divisibility of Gaussian Squares with Non-zero Means
Abstract
- Volume 6, 2001 - Articles
L1-Norm of Infinitely Divisible Random Vectors and Certain Stochastic Integrals
Abstract
Domenico Marinucci, Universita di Roma
- Volume 12, 2007 - Articles
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups
Abstract
James B Martin, Department of Statistics, University of Oxford
- Volume 13, 2008 - Articles
Fragmenting random permutations
Abstract
James B. Martin, Cambridge University
- Volume 6, 2001 - Articles
Pitman's 2M-X Theorem for Skip-Free Random Walks with Markovian Increments
Abstract
Merle Mathieu, UBC Vancouver
- Volume 11, 2006 - Articles
On the occupation measure of super-Brownian motion
Abstract
Hiroyuki Matsumoto, Nagoya University
- Volume 4, 1999 - Articles
Some Changes of Probabilities Related to a Geometric Brownian Motion Version of Pitman's 2M-X Theorem
Abstract
Krishanu Maulik, Indian Statistical Institute
- Volume 12, 2007 - Articles
Maxima of the cells of an equiprobable multinomial
Abstract
Ross S McVinish, Queensland University of Technology
- Volume 13, 2008 - Articles
Optimising prediction error among completely monotone covariance sequences
Abstract
Mark W Meckes, Case Western Reserve University
- Volume 12, 2007 - Articles
On the spectral norm of a random Toeplitz matrix
Abstract
Shahar Mendelson, The Australian National University
- Volume 8, 2003 - Articles
A note on the richness of convex hulls of VC classes
Abstract
Grégory Miermont, Fondation des Sciences Mathématiques de Paris
- Volume 13, 2008 - Articles
On the sphericity of scaling limits of random planar quadrangulations
Abstract
Toshio Mikami, Hokkaido University
- Volume 7, 2002 - Articles
Optimal Control for Absolutely Continuous Stochastic Processes and the Mass Transportation Problem
Abstract
Stanislav Molchanov, University of North Carolina at Charlotte
- Volume 2, 1997 - Articles
Surface Stretching for Ornstein Uhlenbeck Velocity Fields
Abstract
Ravi Montenegro, University of Massachusetts Lowell
- Volume 12, 2007 - Articles
Sharp edge, vertex, and mixed Cheeger type inequalities for finite Markov kernels
Abstract
Francesco Morandin, Università degli Studi di Parma, Italy
- Volume 10, 2005 - Articles
A Resummed Branching Process Representation for a Class of Nonlinear ODEs
Abstract
Tamás F. Móri, Department of Probability Theory and Statistics, Eötvös Loránd University
- Volume 12, 2007 - Articles
Degree distribution nearby the origin of a preferential attachment graph
Abstract
Ben Morris, UC Davis
- Volume 13, 2008 - Articles
Spectral gap for the interchange process in a box
Abstract
Axel Munk, Goettingen University
- Volume 13, 2008 - Articles
Exact Convergence Rate for the Maximum of Standardized Gaussian Increments
Abstract
Martin Möhle, University of Tübingen
- Volume 12, 2007 - Articles
A probabilistic proof of a weak limit law for the number of cuts needed to isolate the root of a random recursive tree
Abstract
N
Eisenbaum Nathalie, CNRS
- Volume 13, 2008 - Articles
On the parabolic generator of a general one-dimensional Lévy process
Abstract
Jan van Neerven, Technical University of Delft
- Volume 11, 2006 - Articles
Invariant measures for stochastic Cauchy problems with asymptotically unstable drift semigroup
Abstract
Ralph Neininger, Universität Freiburg
- Volume 5, 2000 - Articles
Perfect Simulation from the Quicksort Limit Distribution
Abstract
Fournier Nicolas, Paris 12
- Volume 11, 2006 - Articles
Standard stochastic coalescence with sum kernels
Abstract
saintier nicolas, University of Buenos Aires
- Volume 12, 2007 - Articles
A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors
Abstract
Ivan Nourdin, Laboratoire de Probabilités et Modčles Aléatoires
- Volume 12, 2007 - Articles
Dynamical properties and characterization of gradient drift diffusions
Abstract
David Nualart, Kansas University
- Volume 8, 2003 - Articles
Smoothness of the law of the supremum of the fractional Brownian motion
Abstract
O
Neil O'Connell, BRIMS, HP Labs
- Volume 7, 2002 - Articles
A Representation for Non-Colliding Random Walks
Abstract
- Volume 6, 2001 - Articles
Pitman's 2M-X Theorem for Skip-Free Random Walks with Markovian Increments
Abstract
- Volume 6, 2001 - Articles
Eigenvalues of the Laguerre Process as Non-Colliding Squared Bessel Processes
Abstract
Tamer F Oraby, University of Cincinnati
- Volume 12, 2007 - Articles
The spectral laws of Hermitian block-matrices with large random blocks
Abstract
Enza Orlandi, Universita di Roma Tre
- Volume 11, 2006 - Articles
A simple fluctuation lower bound for a disordered massless random continuous spin model in d=2
Abstract
Youssef Ouknine, Universite Cadi Ayyad
- Volume 8, 2003 - Articles
On a SDE driven by a fractional Brownian motion and with monotone drift
Abstract
P
Soumik Pal, Cornell University
- Volume 13, 2008 - Articles
Symmetrization of Bernoulli
Abstract
Zhidong Pan, Saginaw Valley State University
- Volume 5, 2000 - Articles
A Weak Law of Large Numbers for the Sample Covariance Matrix
Abstract
Dmitriy Panchenko, Massachusetts Institute of Technology, USA
- Volume 13, 2008 - Articles
On differentiability of the Parisi formula
Abstract
- Volume 12, 2007 - Articles
A note on Talagrand's positivity principle
Abstract
- Volume 10, 2005 - Articles
A Question about the Parisi Functional
Abstract
- Volume 7, 2002 - Articles
Some Extensions of an Inequality of Vapnik and Chervonenkis
Abstract
- Volume 6, 2001 - Articles